+326.0%
CAT vs DLR
+33.9%
+292.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | +1.7% | +1.6% | +0.1% | +1.3% |
| 30D | -6.6% | -3.4% | -3.2% | -5.6% |
| 3M | -13.3% | +0.5% | -13.8% | -13.6% |
| 6M | +11.6% | +4.6% | +7.1% | +10.2% |
| YTD | +42.9% | +23.4% | +19.5% | +35.3% |
| 1Y | +95.4% | +19.0% | +76.4% | +86.0% |
| 3Y | +196.6% | +56.5% | +140.1% | +162.6% |
| All | +326.0% | +33.9% | +292.1% | +250.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling